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Recent Projects
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Created
more than 40 separate ABS retained asset valuation
models for a Big Three auto maker, together with
a Visual Basic overlay to automate the cash flow
calculation process. (500+ hour project.)
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Created
an ABS forecasting tool for a Big Three auto maker.
This tool uses Visual Basic to extract financial
data from valuation models and format it for use
with the Hyperion Essbase system.
- Created
a lawsuit receivable securitization model for an East
Coast client.
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Created
two MBS retained asset valuation models for a national
financial services company.
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Assisted
West Coast bank with valuation of an MBS retained
asset for FAS 140 disclosure purposes.
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Validated
CMBS servicing asset model for a super-regional
bank in accordance with OCC
Bulletin 2000-16.
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Created
a sensitivity analysis tool for an ABS issuer to
examine the effects of changing prepayment, default
and discount rate assumptions.
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Helped
Big Five accounting firm validate the modeling assumptions
for an overcollateralized MBS issue.
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Reverse
engineered a Senior/Subordinated, ratio-stripped
MBS issue for a Big Five accounting firm.
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